+68.7%
VALE vs OWL
+32.0%
+36.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.7% |
| 7D | +2.9% | -3.9% | +6.8% | +3.6% |
| 30D | +8.8% | -3.7% | +12.5% | +9.2% |
| 3M | +6.8% | +21.4% | -14.6% | +2.5% |
| 6M | +6.9% | +18.3% | -11.4% | +2.6% |
| YTD | +22.8% | -20.1% | +42.9% | +26.1% |
| 1Y | +61.3% | -32.8% | +94.0% | +70.2% |
| 3Y | +53.3% | +8.6% | +44.8% | +44.0% |
| 5Y | +44.9% | -4.5% | +49.3% | +33.2% |
| All | +68.7% | +32.0% | +36.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling